To help with the winter blues and warmth, as winter with snow is 5 - 6 mos of the year here, I change my ringtone on my phone to a reggae song that reminds me of a carribbean climate. A few years ago I painted the house to brighter colors, more festive with pictures of the carribbean or mediterrean to remind me of sunny, warm places. I'll have to repaint when I move but in the meantime it helps. I keep latin and reggae music in the car too now to listen to periodically to liven things up. The movies periodically help too psychologically to escape to warmth.
I have not gotten used to to all the layers either. They are cumbersome. You dress for outside, you are comfortable. You go inside, you burn up. So annoying.
I did get a light therapy box a few years ago too which helps mood wise but it's not the same as the warmth of the sun. Despite the warnings, the first year I was here I was SO desperate I actually went tanning. I couldn't continue it though. So I live by the fireplace in the meantime in the evenings.
What are other things people do to help? Missing warmth in the meantime.